Thursday, August 18, 2011, 2:00-3:45 pm; Market Microstructure
Strategic Trading - C7

Session Chair: Jennifer Koski, University of Washington

• Government Intervention and Strategic Trading in the U.S. Treasury Market PDF
  Paolo Pasquariello, Clara Vega
  University of Michigan; Board of Governors of the Federal Reserve System
  
  • Discussant: Anna Obizhaeva, University of Maryland

• Forecasting Short Term Yield Changes Oder Flow: Is Dealer Skill a Source of Predictability? PDF
  Siri Valseth
  University of Stavanger
  • Discussant: Albert Menkveld, VU University of Amsterdam
  
  
• Asymmetric Effects of Sell-Side Analyst Optimism and Broker Market Share by Clientele PDF
  Andrew Grant, Elvis Jarnecic, Su Mark
  University of Sydney
  • Discussant: Timo Korkeamaki, Hanken School of Economics